Betterman. The worm episode had me scared for a week confused Also most of the episodes on that anime just made me feel uncomfortable and scared to be in the dark or alone for too long.

Edit: Oh, I almost forgot the fricken hospital episode ~_~ where the nurses can kill you just by cutting you with her nails and they had these weird wormy things in their mouth behind their surgical masks. And in one room there were shelves with jars of finger nails and poison.